+266.4%
KDP vs IEF
+7.3%
+259.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +4.0% | -0.8% | +4.8% | +4.0% |
| 30D | +16.8% | +2.0% | +14.8% | +16.9% |
| 3M | +32.0% | -1.1% | +33.1% | +31.9% |
| 6M | +35.2% | -1.9% | +37.1% | +35.0% |
| YTD | +40.9% | -2.2% | +43.1% | +40.7% |
| 1Y | +47.7% | -2.3% | +50.0% | +47.4% |
| 3Y | +34.8% | +11.6% | +23.2% | +37.2% |
| 5Y | +22.6% | -7.1% | +29.7% | +13.4% |
| 10Y | +266.4% | +7.8% | +258.7% | +266.8% |
| All | +266.4% | +7.3% | +259.1% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling